| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -10.61% | 79.62% |
| Max Drawdown | -12.65% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 0.94 | 0.84 |
| Profit Factor | 0.72 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.24 | 0.49 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 126.59 | 2.48 |
| Outlier Loss Ratio | 2.9 | 2.28 |
| Volatility (ann.) | 5.71% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.75 | 2.33 |
| Skew | -3.96 | 0.2 |
| Kurtosis | 203.42 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.8% | 4.27% |
| Expected Yearly % | -5.45% | 34.02% |
| Kelly Criterion | -32.98% | -5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.07% |
| Expected Shortfall (cVaR) | -0.5% | -2.07% |
| Year | 11375404:BTCUSD | 11375404:btcusd:triple_med_gx:lsma35_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.78 | -0.18 | - |
| 2025 | 30.14 | -4.11 | -0.14 | - |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| MTD | 1.6% | 13.36% |
| 3M | -1.19% | 45.08% |
| 6M | -6.33% | 28.47% |
| YTD | -4.11% | 30.14% |
| 1Y | -6.37% | 105.13% |
| 3Y (ann.) | -9.55% | 68.87% |
| 5Y (ann.) | -9.55% | 68.87% |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Max Drawdown | -12.65% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -12.65% | -4.58% |
| Avg. Drawdown Days | 398.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -12.65 | 398 |
| Metric | 11375404:btcusd:triple_med_gx:lsma35_40 | 11375404:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 2.87% | 18.93% |
| Worst Week | -6.33% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -5.49% | -17.69% |
| Best Year | -4.11% | 38.02% |
| Worst Year | -6.78% | 30.14% |
| Avg. Up Day | 0.86% | 0.94% |
| Avg. Down Day | -0.92% | -1.12% |
| Avg. Up Week | 1.31% | 3.38% |
| Avg. Down Week | -1.45% | -4.2% |
| Avg. Up Month | 2.15% | 8.21% |
| Avg. Down Month | -3.5% | -4.22% |
| Win Days % | 35.63% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.93% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |